{"id":48492,"date":"2017-06-01T20:08:00","date_gmt":"2017-06-02T00:08:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=48492"},"modified":"2025-07-21T20:09:31","modified_gmt":"2025-07-22T00:09:31","slug":"june-1-2017","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=48492","title":{"rendered":"June 1, 2017"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.7535 %<\/td>\n2,108.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.7535 %<\/td>\n3,868.1<\/td>\n<\/tr>\n
Floater<\/td>\n3.72 %<\/td>\n3.76 %<\/td>\n83,942<\/td>\n17.86<\/td>\n3<\/td>\n-1.7535 %<\/td>\n2,229.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3850 %<\/td>\n3,040.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.73 %<\/td>\n4.38 %<\/td>\n70,349<\/td>\n3.94<\/td>\n5<\/td>\n-0.3850 %<\/td>\n3,631.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3850 %<\/td>\n2,833.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n0.02 %<\/td>\n71,435<\/td>\n0.09<\/td>\n25<\/td>\n-0.0313 %<\/td>\n2,788.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.07 %<\/td>\n5.08 %<\/td>\n107,709<\/td>\n15.30<\/td>\n12<\/td>\n0.2084 %<\/td>\n3,009.7<\/td>\n<\/tr>\n
FixedReset<\/td>\n4.51 %<\/td>\n4.11 %<\/td>\n194,832<\/td>\n6.55<\/td>\n94<\/td>\n-0.1675 %<\/td>\n2,295.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n4.98 %<\/td>\n4.95 %<\/td>\n127,298<\/td>\n6.28<\/td>\n30<\/td>\n-0.1046 %<\/td>\n2,903.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.52 %<\/td>\n3.19 %<\/td>\n48,144<\/td>\n4.41<\/td>\n10<\/td>\n-0.1632 %<\/td>\n2,530.5<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
PVS.PR.E<\/td>\nSplitShare<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.92
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 3.76 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.63
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.08
\nBid-YTW : 8.81 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.85
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\n-1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.25
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.58
\nBid-YTW : 8.22 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.78
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.45
\nBid-YTW : 9.27 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.42
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 18.43
\nEvaluated at bid price : 18.43
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
BAM.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.24
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 22.70
\nEvaluated at bid price : 22.94
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.70
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 18.57
\nEvaluated at bid price : 18.57
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset<\/td>\n123,294<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset<\/td>\n60,581<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset<\/td>\n44,447<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 23.32
\nEvaluated at bid price : 25.49
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n40,885<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 24.61
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset<\/td>\n40,057<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.81
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n32,383<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
There were 22 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset<\/td>\nQuote: 22.25 – 22.70
\nSpot Rate : 0.4500
\nAverage : 0.2652<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.25
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n

PVS.PR.E<\/td>\nSplitShare<\/td>\nQuote: 25.92 – 26.48
\nSpot Rate : 0.5600
\nAverage : 0.4216<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2022-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.92
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset<\/td>\nQuote: 20.91 – 21.24
\nSpot Rate : 0.3300
\nAverage : 0.2114<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset<\/td>\nQuote: 18.68 – 18.99
\nSpot Rate : 0.3100
\nAverage : 0.1963<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.68
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset<\/td>\nQuote: 21.63 – 21.92
\nSpot Rate : 0.2900
\nAverage : 0.1896<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2047-06-01
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.63
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n

NA.PR.X<\/td>\nFixedReset<\/td>\nQuote: 26.65 – 26.90
\nSpot Rate : 0.2500
\nAverage : 0.1516<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-05-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.65
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-48492","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48492","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=48492"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48492\/revisions"}],"predecessor-version":[{"id":48493,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/48492\/revisions\/48493"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=48492"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=48492"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=48492"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}